A Bayesian approach to statistical inference in stochastic DEA

被引：45
|
作者：
Tsionas, Efthymios G. [1 ]
Papadakis, Emmanuel N. [1 ]
机构：
[1] Athens Univ Econ & Business, Dept Econ, Athens 10434, Greece
来源：
OMEGA-INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE | 2010年 / 38卷 / 05期
关键词：
Efficiency measurement; Stochastic DEA; Bayesian methods; Statistical inference; GREEK BANKING SYSTEM; FRONTIER MODELS; EFFICIENCY ANALYSIS; OUTPUT GROWTH; DEREGULATION; INDUSTRY; PANEL; VIEW; EMU;
D O I：
10.1016/j.omega.2009.02.003
中图分类号：
C93 [管理学];
学科分类号：
12 ; 1201 ; 1202 ; 120202 ;
摘要：
Stochastic DEA can deal effectively with noise in the non-parametric measurement of efficiency but unfortunately formal statistical inference on efficiency measures in not possible. In this paper, we provide a Bayesian approach to the problem organized around simulation techniques that allow for finite-sample inferences on efficiency scores. The new methods are applied to efficiency analysis of the Greek banking system for the period 1993-1999. The results show that the majority of the Greek banks operate close to best market practices. (C) 2009 Elsevier Ltd. All rights reserved.
引用
收藏
页码：309 / 314
页数：6
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